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Description

Optimization tools are vital to data analysis and learning. The optimization perspective has provided valuable insights, and optimization formulations have led to practical algorithms with good theoretical properties. In turn, the rich collection of problems in learning and data analysis is providing fresh perspectives on optimization algorithms and is driving new fundamental research in the area. We discuss research on several areas in this domain, including signal reconstruction, manifold learning, and regression / classification, describing in each case recent research in which optimization algorithms have been developed and applied successfully. A particular focus is asynchronous parallel algorithms for optimization and linear algebra, and their applications in data analysis and learning.